Analysis of Nonlinear Time Series Based on Biased Wavelet Network
Rengcun Fang · Jisuanji gongcheng · 2007
Biased wavelet network is proposed for the purpose of reducing the redundancy in general wavelet network.Including a biased layer,the presented network can adjust parameters adapt to a particular problem,which adds more degrees of freedom and reduces calculating redundancy efficiently.The network initialization based on a multiresolution scheme is employed to accelerate convergence and increase approximation accuracy.The simulation results show that,the biased wavelet network is an effective model for reflecting the inherent characteristics and obtaining better forecasts of nonlinear time series.